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An inertial ADMM for a class of nonconvex composite optimization with nonlinear coupling constraints

Author

Listed:
  • Le Thi Khanh Hien

    (Huawei Belgium Research Center)

  • Dimitri Papadimitriou

    (Huawei Belgium Research Center)

Abstract

In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with nonlinear coupling constraints. Distinctive features of our proposed method, when compared with other alternating direction methods of multipliers for solving non-convex problems with nonlinear coupling constraints, include: (i) we apply the inertial technique to the update of primal variables and (ii) we apply a non-standard update rule for the multiplier by scaling the multiplier by a factor before moving along the ascent direction where a relaxation parameter is allowed. Subsequential convergence and global convergence are presented for the proposed algorithm.

Suggested Citation

  • Le Thi Khanh Hien & Dimitri Papadimitriou, 2024. "An inertial ADMM for a class of nonconvex composite optimization with nonlinear coupling constraints," Journal of Global Optimization, Springer, vol. 89(4), pages 927-948, August.
    • Handle: RePEc:spr:jglopt:v:89:y:2024:i:4:d:10.1007_s10898-024-01382-4
    DOI: 10.1007/s10898-024-01382-4
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